United Enhanced Income Corporate Class A (CIG17569)
14.41
+0.12 (+0.85%)
CAD |
May 27 2022
CIG17569 Max Drawdown (5Y): 18.78% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2022 | 18.78% |
March 31, 2022 | 18.78% |
February 28, 2022 | 18.78% |
January 31, 2022 | 18.78% |
December 31, 2021 | 18.78% |
November 30, 2021 | 18.78% |
October 31, 2021 | 18.78% |
September 30, 2021 | 18.78% |
August 31, 2021 | 18.78% |
July 31, 2021 | 18.78% |
June 30, 2021 | 18.78% |
May 31, 2021 | 18.78% |
April 30, 2021 | 18.78% |
March 31, 2021 | 18.78% |
February 28, 2021 | 18.78% |
January 31, 2021 | 18.78% |
December 31, 2020 | 18.78% |
November 30, 2020 | 18.78% |
October 31, 2020 | 18.78% |
September 30, 2020 | 18.78% |
August 31, 2020 | 18.78% |
July 31, 2020 | 18.78% |
June 30, 2020 | 18.78% |
May 31, 2020 | 18.78% |
April 30, 2020 | 18.78% |
Date | Value |
---|---|
March 31, 2020 | 18.78% |
February 29, 2020 | 9.91% |
January 31, 2020 | 9.91% |
December 31, 2019 | 9.91% |
November 30, 2019 | 9.91% |
October 31, 2019 | 9.91% |
September 30, 2019 | 9.91% |
August 31, 2019 | 9.91% |
July 31, 2019 | 9.91% |
June 30, 2019 | 9.91% |
May 31, 2019 | 9.91% |
April 30, 2019 | 9.91% |
March 31, 2019 | 9.91% |
February 28, 2019 | 9.91% |
January 31, 2019 | 9.91% |
December 31, 2018 | 9.91% |
November 30, 2018 | 9.91% |
October 31, 2018 | 9.91% |
September 30, 2018 | 9.91% |
August 31, 2018 | 9.91% |
July 31, 2018 | 9.91% |
June 30, 2018 | 9.91% |
May 31, 2018 | 9.91% |
April 30, 2018 | 9.91% |
March 31, 2018 | 9.91% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio (before a new peak is achieved).
Max Drawdown (5Y) Range, Past 5 Years
9.91%
Minimum
May 2017
18.78%
Maximum
Mar 2020
13.76%
Average
9.91%
Median
May 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.179 |
Beta (5Y) | 0.4274 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 7.88% |
Historical Sharpe Ratio (5Y) | 0.2286 |
Historical Sortino (5Y) | 0.2048 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.05% |